Unit root and cointegration tests for foreign exchange futures : evidence from the Singapore International Monetary Exchange
Year of publication: |
1994
|
---|---|
Authors: | Pyun, Chong-soo |
Other Persons: | Ding, David K. (contributor) |
Published in: |
Studies in the financial markets of the Pacific Basin ; Pt. A ; 11. - Greenwich, Conn. : JAI Press. - 1994, p. 91-105
|
Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Singapur | Singapore | 1987 |
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